-34.7%
TLT vs SWKS
-44.4%
+9.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.2% |
| 7D | +0.5% | -9.2% | +9.7% | +0.7% |
| 30D | +6.0% | -1.9% | +7.9% | +6.0% |
| 3M | -0.9% | +21.2% | -22.1% | -1.3% |
| 6M | -2.6% | +12.9% | -15.5% | -2.9% |
| YTD | -3.1% | +30.7% | -33.8% | -3.7% |
| 1Y | -4.4% | +14.1% | -18.5% | -4.8% |
| 3Y | +5.5% | -1.7% | +7.2% | +4.7% |
| 5Y | -34.7% | -43.0% | +8.3% | -38.0% |
| All | -34.7% | -44.4% | +9.7% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SWKS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling